A new spatial regression estimator in the multivariate context

Sophie Dabo-Niang, Camille Ternynck, Anne Francoise Yao

Research output: Contribution to journalArticlepeer-review

Abstract

In this note, we propose a nonparametric spatial estimator of the regression function x→r(x):=E[Yi|Xi=x],x∈Rd, of a stationary (d+1)-dimensional spatial process {(Yi,Xi),i∈ZN}, at a point located at some station j. The proposed estimator depends on two kernels in order to control both the distance between observations and the spatial locations. Almost complete convergence and consistency in Lq norm (q∈N*) of the kernel estimate are obtained when the sample considered is an α-mixing sequence.

Original languageEnglish
Pages (from-to)635-639
Number of pages5
JournalComptes Rendus Mathematique
Volume353
Issue number7
DOIs
Publication statusPublished - 1 Jul 2015
Externally publishedYes

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